Anic Equity¶

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Total return since start: 0.618 %¶

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Equity now: -----------------------------> 49410.08 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45349.08 Kr¶

PnL: ---------------------------------------> 293.08 Kr¶

DD now: ---------------------------------> -6.985 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:52:33.407775'

Anic Portfolio¶

Today¶

Return: -0.62 %¶

This Week¶

Return: 0.217 %¶

Total portfolio value¶

Return including deposits: 61.756 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.040000 1668.420000 199.420000 13.580000 1468.999998
Orrön Energy 180 1.020000 2224.800000 181.800000 8.900000 2043.000000
Atrium Ljungberg B 5 -0.250000 992.500000 57.500000 6.150000 935.000000
Sedana Medical 93 -3.420000 2570.520000 49.520000 1.960000 2521.000011
Platzer Fastigheter Holding B 12 -1.530000 1004.400000 43.400000 4.520000 960.999996
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 -0.710000 890.800000 36.800000 4.310000 854.000000
Hexatronic Group 12 0.140000 1003.200000 36.200000 3.740000 966.999996
Catena 2 -1.380000 827.200000 35.200000 4.440000 792.000000
JM 6 -0.600000 897.000000 33.000000 3.820000 864.000000
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
OX2 13 1.360000 967.850000 17.850000 1.880000 949.999999
VEF 909 -2.190000 1867.090000 17.090000 0.920000 1850.000436
Bilia A 8 -0.170000 914.400000 14.400000 1.600000 900.000000
Gränges 9 -0.100000 941.400000 13.400000 1.440000 927.999999
HEXPOL B 9 0.610000 1034.100000 13.100000 1.280000 1020.999996
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
BioGaia B 8 -1.010000 940.800000 10.800000 1.160000 930.000000
Byggmax Group 33 -0.750000 966.240000 10.240000 1.070000 956.000001
AcadeMedia 8 -0.390000 404.800000 2.800000 0.700000 402.000000
Clas Ohlson B 12 -0.980000 974.400000 1.400000 0.140000 972.999996
ASSA ABLOY B 3 -0.120000 778.800000 -0.200000 -0.030000 779.000001
EQT 4 -1.390000 824.800000 -7.200000 -0.870000 832.000000
Nordic Waterproofing Holding 7 -0.290000 950.600000 -16.400000 -1.700000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -0.030000 918.000000 -22.000000 -2.340000 940.000000
Addnode Group B 11 -0.370000 898.700000 -22.300000 -2.420000 921.000003
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Indutrade 5 -0.550000 1183.500000 -34.500000 -2.830000 1218.000000
Latour B 4 -0.640000 810.800000 -46.200000 -5.390000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
Bufab 3 -0.740000 1042.800000 -66.200000 -5.970000 1109.000001
Hexagon B 26 -1.510000 3381.300000 -79.700000 -2.300000 3461.000010
INVISIO 16 -0.440000 3600.000000 -89.000000 -2.410000 3689.000000
BHG Group 97 -1.120000 1365.760000 -93.240000 -6.390000 1458.999989
TOTAL 45349.080000 293.080000 -6.98465% 45056.000411

Updated:¶

'2023-07-05 09:52:50.041992'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶